Security Scan Report
Aggregate Timeseries
Advance/Decline Counts (t-1)
Advance % (t-1 + lookbacks)
MA Breadth % Above
ROC Breadth % Greater
SCL 5-Bar High - Low
Market Snapshot
| Ticker | As Of | Last Close | 1D % | 5D % |
|---|---|---|---|---|
| SPY | 2026-02-10 | 692.1200 | -0.26% | 0.38% |
| QQQ | 2026-02-10 | 611.4700 | -0.46% | -0.82% |
| IWM | 2026-02-10 | 266.1600 | -0.27% | 1.29% |
Summary (Breadth)
| Metric | Value | t-1 | t-2 | 10d Avg |
|---|---|---|---|---|
| Advances | 100 | - | - | 100 |
| Declines | 105 | - | - | 105 |
| Unchanged | 1 | - | - | 1 |
| Net Advances | -5 | - | - | -5 |
| Advance/Decline Ratio | 0.9524 | - | - | 0.9524 |
| Advance % | 48.54% | - | - | 48.54% |
Summary (MA Breadth)
| Metric | Above % | Below % | Equal % | Valid |
|---|---|---|---|---|
| SMA 13 | 58.25% | 41.75% | 0.00% | 206 |
| SMA 28 | 57.28% | 42.72% | 0.00% | 206 |
| SMA 46 | 57.28% | 42.72% | 0.00% | 206 |
| SMA 8 (shift 5) | 55.34% | 44.66% | 0.00% | 206 |
Summary (ROC Breadth)
| Metric | > % | < % | = % | Valid |
|---|---|---|---|---|
| ROC 17 vs 5d | 54.37% | 45.63% | 0.00% | 206 |
| ROC 27 vs 4d | 69.90% | 30.10% | 0.00% | 206 |
Latest-Day Highlight (All Indicators)
| Date | Indicator | Signal Type | Count | Tickers |
|---|---|---|---|---|
| 2026-02-10 | scl_ma2_qrs_ma1_breakout (scl_ma2_qrs_ma1_breakout_1) | dual_breakout_up | 48 | AAPL, ABT, ADI, AVNS, AXP, BAC, BKR, BMY, BRK-B, C, CAT, CCEP, CHTR, CMCSA, COP, CSCO, CSX, CVX, DAL, DE, DUK, FANG, GILD, GLW, GM, JNJ, JPM, KHC, MA, MCD, MET, PEP, PFE, PG, PM, SPG, SQQQ, T, TMUS, UNP, USB, VZ, WFC, XLB, XLF, XLI, XLP, XOM |
| 2026-02-10 | scl_ma2_qrs_ma1_breakout (scl_ma2_qrs_ma1_breakout_1) | dual_breakout_down | 53 | A, ABNB, ACN, ADBE, ADP, ADSK, ALNY, AMD, AMZN, ARKK, AXON, BABA, BKNG, BLK, CDNS, COIN, CRM, CSGP, DASH, DHR, EA, GLD, IBKR, IDXX, INSM, INTU, KLAC, LRCX, MNST, MSTR, MU, NKE, ORCL, ORLY, PANW, PLTR, PYPL, QCOM, QQQ, ROP, SNAP, SNOW, TEAM, TMO, TRI, TSLA, TTWO, UBER, UNH, VRSK, WDAY, XLK, XLY |
| 2026-02-10 | roc_aggregate (roc_aggregate_1) | cross_below_both | 25 | ABBV, AEP, AMGN, BAC, CAT, CMG, COP, COST, CSCO, CVX, DUK, DXCM, GD, GLD, GLW, INTC, MDLZ, MPWR, NEE, PLTR, ROST, RTX, SCHW, TGT, USB |
| 2026-02-10 | roc_aggregate (roc_aggregate_1) | cross_above_both | 44 | A, AAL, ABNB, ACN, ADBE, ADP, ALNY, ASML, AVNS, BKNG, CHTR, COF, CPRT, CRWD, CTAS, CTSH, DDOG, DHR, HD, HON, LLY, LOW, MA, MAR, MELI, MET, MMM, NKE, PFE, QCOM, QQQ, ROP, SPY, T, TEAM, TOL, V, WDAY, XLB, XLC, XLF, XLV, XLY, ZS |
| 2026-02-10 | roc (roc_1) | crossover_up | 14 | AAL, AXP, COF, EXC, GM, GS, HD, INTC, IWM, MCHP, MET, MRVL, NXPI, V |
| 2026-02-10 | roc (roc_1) | crossover_down | 8 | COST, IBKR, IBM, MNST, MS, SBUX, SCHW, VRTX |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | main_cross_below_zero_3d | 2 | COST, DXCM |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | main_cross_above_zero_3d | 5 | AMT, APP, APTV, BABA, WBD |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | main_below_all_mas_neg_regime | 1 | ABNB |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | main_above_all_mas_pos_regime | 3 | DHR, XEL, XLU |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | ma1_cross_below_zero | 2 | AIG, VRSK |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | ma1_cross_below_ma2 | 8 | AMZN, EXC, FTNT, GLD, NFLX, NOW, TRI, XEL |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | ma1_cross_above_zero | 4 | AAPL, CMCSA, CTAS, XLF |
| 2026-02-10 | qrs_consist_excess (qrs_consist_excess_1) | ma1_cross_above_ma2 | 7 | BAC, BGT, BK, C, CAT, MS, UNP |
Indicator Rollups
qrs_consist_excess (qrs_consist_excess_1)
Settings: map1=7, map2=27, map3=56
Recent Window (last 5 dates)
| Date | Signal Type | Count | Tickers |
|---|---|---|---|
| 2026-02-10 | main_cross_below_zero_3d | 2 | COST, DXCM |
| 2026-02-10 | main_cross_above_zero_3d | 5 | AMT, APP, APTV, BABA, WBD |
| 2026-02-10 | main_below_all_mas_neg_regime | 1 | ABNB |
| 2026-02-10 | main_above_all_mas_pos_regime | 3 | DHR, XEL, XLU |
| 2026-02-10 | ma1_cross_below_zero | 2 | AIG, VRSK |
| 2026-02-10 | ma1_cross_below_ma2 | 8 | AMZN, EXC, FTNT, GLD, NFLX, NOW, TRI, XEL |
| 2026-02-10 | ma1_cross_above_zero | 4 | AAPL, CMCSA, CTAS, XLF |
| 2026-02-10 | ma1_cross_above_ma2 | 7 | BAC, BGT, BK, C, CAT, MS, UNP |
| 2026-02-09 | main_cross_below_zero_3d | 2 | A, CTSH |
| 2026-02-09 | main_below_all_mas_neg_regime | 3 | PAYX, SMCI, V |
| 2026-02-09 | main_above_all_mas_pos_regime | 1 | COP |
| 2026-02-09 | ma1_cross_below_zero | 1 | BABA |
| 2026-02-09 | ma1_cross_below_ma2 | 11 | ACN, AMD, CDNS, IBKR, MSTR, NKE, NVDA, TMO, VRSK, VRTX, XLV |
| 2026-02-09 | ma1_cross_above_zero | 5 | AIG, DUK, GM, HD, VZ |
| 2026-02-09 | ma1_cross_above_ma2 | 6 | AAPL, GS, PAYX, SPG, WFC, XEL |
| 2026-02-06 | main_cross_below_zero_3d | 4 | DUK, MELI, META, XLC |
| 2026-02-06 | main_cross_above_zero_3d | 1 | MRVL |
| 2026-02-06 | main_below_all_mas_neg_regime | 3 | ACN, MET, TEAM |
| 2026-02-06 | main_above_all_mas_pos_regime | 3 | ASML, GS, VRT |
| 2026-02-06 | ma1_cross_below_zero | 8 | ACN, AMZN, EA, IDXX, SNOW, SNPS, TTWO, UNH |
| 2026-02-06 | ma1_cross_below_ma2 | 4 | ADBE, ARM, MDB, ORLY |
| 2026-02-06 | ma1_cross_above_zero | 3 | AAL, COF, GE |
| 2026-02-06 | ma1_cross_above_ma2 | 4 | CCEP, CSX, GE, WMT |
| 2026-02-05 | main_cross_below_zero_3d | 1 | AMD |
| 2026-02-05 | main_cross_above_zero_3d | 4 | AXP, BRK-B, IDXX, TOL |
| 2026-02-05 | main_below_all_mas_neg_regime | 4 | BLK, SMCI, TRI, XLY |
| 2026-02-05 | main_above_all_mas_pos_regime | 3 | ABBV, CVS, GD |
| 2026-02-05 | ma1_cross_below_zero | 3 | ALNY, APP, GM |
| 2026-02-05 | ma1_cross_below_ma2 | 6 | BLK, DDOG, EA, GD, UNH, XEL |
| 2026-02-05 | ma1_cross_above_zero | 5 | AMZN, CSCO, MCD, MDLZ, XLC |
| 2026-02-05 | ma1_cross_above_ma2 | 3 | ADBE, NFLX, SPY |
| 2026-02-04 | main_cross_below_zero_3d | 2 | EXC, TSM |
| 2026-02-04 | main_cross_above_zero_3d | 3 | CCEP, CMG, FAST |
| 2026-02-04 | main_below_all_mas_neg_regime | 1 | AMZN |
| 2026-02-04 | main_above_all_mas_pos_regime | 8 | AMGN, GEHC, LLY, MAR, MMM, PFE, SPG, XEL |
| 2026-02-04 | ma1_cross_below_ma2 | 3 | A, ADP, ROST |
| 2026-02-04 | ma1_cross_above_zero | 2 | IDXX, META |
| 2026-02-04 | ma1_cross_above_ma2 | 7 | CDNS, CSCO, GLW, GOOGL, MDB, NOW, XLC |
| Older dates summarized: 244 dates, 7268 signals. |
roc (roc_1)
Settings: criteria=crossover: roc crosses above/below 0, roc_lookback=12
Recent Window (last 5 dates)
| Date | Signal Type | Count | Tickers |
|---|---|---|---|
| 2026-02-10 | crossover_up | 14 | AAL, AXP, COF, EXC, GM, GS, HD, INTC, IWM, MCHP, MET, MRVL, NXPI, V |
| 2026-02-10 | crossover_down | 8 | COST, IBKR, IBM, MNST, MS, SBUX, SCHW, VRTX |
| 2026-02-09 | crossover_up | 6 | ABT, AMAT, IBKR, MS, ROST, XEL |
| 2026-02-09 | crossover_down | 7 | AAL, GM, HD, MET, MU, RTX, V |
| 2026-02-06 | crossover_up | 9 | AAL, AVGO, GE, IBM, LRCX, NVDA, RTX, SMCI, XLRE |
| 2026-02-06 | crossover_down | 5 | AXP, GEHC, GOOG, GOOGL, MCHP |
| 2026-02-05 | crossover_up | 12 | ARM, ASML, AXP, CTAS, FER, LOW, MAR, MMM, SPY, TSM, XLF, XLU |
| 2026-02-05 | crossover_down | 8 | DXCM, IBKR, INTC, LLY, ORLY, SMCI, XEL, XLV |
| 2026-02-04 | crossover_up | 11 | APTV, BK, BMY, DAL, GEHC, KHC, LLY, MET, SBUX, TOL, XLV |
| 2026-02-04 | crossover_down | 7 | AMD, AMZN, ASML, FER, LRCX, MELI, RTX |
| Older dates summarized: 234 dates, 6343 signals. |
roc_aggregate (roc_aggregate_1)
Settings: roc_lookbacks=[5, 10, 20], roc_change_lookbacks=[1, 3, 5], ma_short=5, ma_long=20
Recent Window (last 5 dates)
| Date | Signal Type | Count | Tickers |
|---|---|---|---|
| 2026-02-10 | cross_below_both | 25 | ABBV, AEP, AMGN, BAC, CAT, CMG, COP, COST, CSCO, CVX, DUK, DXCM, GD, GLD, GLW, INTC, MDLZ, MPWR, NEE, PLTR, ROST, RTX, SCHW, TGT, USB |
| 2026-02-10 | cross_above_both | 44 | A, AAL, ABNB, ACN, ADBE, ADP, ALNY, ASML, AVNS, BKNG, CHTR, COF, CPRT, CRWD, CTAS, CTSH, DDOG, DHR, HD, HON, LLY, LOW, MA, MAR, MELI, MET, MMM, NKE, PFE, QCOM, QQQ, ROP, SPY, T, TEAM, TOL, V, WDAY, XLB, XLC, XLF, XLV, XLY, ZS |
| 2026-02-09 | cross_below_both | 51 | AAPL, ABNB, ACN, AIG, ALNY, AVNS, BKNG, BRK-B, CCEP, COF, CPRT, CSX, CTAS, CTSH, CVS, DHR, FAST, FDX, GE, GEHC, GILD, GM, IBM, JNJ, KHC, LLY, LOW, MA, MCD, MNST, MRK, NKE, ODFL, ORLY, PEP, PFE, REGN, ROP, SPG, SQQQ, STX, TOL, UPS, V, WDAY, WDC, WFC, WMT, XLF, XLP, XLV |
| 2026-02-09 | cross_above_both | 26 | ABT, AEP, AMD, AMT, BABA, BGT, BLK, COP, CSGP, DASH, DE, DUK, EA, EXC, GLD, LMT, NOW, ORCL, PANW, PAYX, ROST, SHOP, TRI, TSLA, UBER, UNP |
| 2026-02-06 | cross_below_both | 17 | ADP, AEP, CL, CVX, DUK, HD, KO, MELI, MO, NEE, PM, ROST, SO, T, TMUS, UBER, VZ |
| 2026-02-06 | cross_above_both | 87 | AAL, AAPL, ABNB, ACN, ADI, ADSK, AIG, AMAT, APO, APP, APTV, ARKK, ASML, AVNS, AXON, AXP, BAC, BK, BKR, BRK-B, C, CAT, CDNS, CEG, CMCSA, CMG, COF, COIN, CRM, CTSH, DAL, DHR, DIS, EMR, FDX, FTNT, GE, GS, HON, IBKR, INTC, INTU, ISRG, IWM, JPM, KDP, KLAC, LLY, LRCX, MCD, MDB, MPWR, MRVL, MS, MSFT, MSTR, NVDA, NXPI, PFE, PLTR, PYPL, REGN, ROP, RTX, SCHW, SNAP, SNOW, SNPS, SPY, TGT, TMO, TTWO, UNH, USB, V, VRT, VRTX, WBD, WDAY, WDC, WFC, WMT, XLB, XLF, XLI, XLK, XLV |
| 2026-02-05 | cross_below_both | 46 | A, ALNY, APO, APTV, AVNS, BK, BKR, C, CMCSA, CMG, COF, COP, CRWD, CTSH, DIS, EMR, FANG, FTNT, GM, INTU, ISRG, JPM, LIN, LLY, MA, MCD, MET, PANW, PFE, PG, PYPL, QCOM, REGN, ROP, TMO, TRI, UNH, USB, V, WBD, WDAY, XLB, XLF, XLI, XLV, ZS |
| 2026-02-05 | cross_above_both | 17 | ABT, AEP, ARM, AVGO, CSCO, DUK, EXC, FER, GILD, GLW, IDXX, JNJ, MAR, MNST, TSM, XEL, XLU |
| 2026-02-04 | cross_below_both | 21 | ABBV, AEP, BGT, CAT, CEG, CSCO, GILD, GS, INTC, IWM, MDT, MS, MSTR, ORCL, PCAR, PLTR, TSLA, TXN, WDC, XEL, XLU |
| 2026-02-04 | cross_above_both | 32 | AAPL, AIG, AMGN, APO, APTV, BA, BAC, BK, CCEP, COP, CPRT, DHR, DIS, FTNT, GD, GEHC, JPM, MCD, MET, NEE, NFLX, NKE, PDD, PFE, PM, SBUX, SMCI, SPG, TRI, V, WDAY, XLRE |
| Older dates summarized: 202 dates, 14473 signals. |
scl_ma2_qrs_ma1_breakout (scl_ma2_qrs_ma1_breakout_1)
Settings: scl_ma2_window=12, lag1=2, lag2=3, lag3=4, lag4=5, lag5=11, cd_offset1=2, cd_offset2=3, ma_period1=5, ma_period2=11, qrs_ma1_window=5, map1=7, map2=27, map3=56
Recent Window (last 5 dates)
| Date | Signal Type | Count | Tickers |
|---|---|---|---|
| 2026-02-10 | dual_breakout_up | 48 | AAPL, ABT, ADI, AVNS, AXP, BAC, BKR, BMY, BRK-B, C, CAT, CCEP, CHTR, CMCSA, COP, CSCO, CSX, CVX, DAL, DE, DUK, FANG, GILD, GLW, GM, JNJ, JPM, KHC, MA, MCD, MET, PEP, PFE, PG, PM, SPG, SQQQ, T, TMUS, UNP, USB, VZ, WFC, XLB, XLF, XLI, XLP, XOM |
| 2026-02-10 | dual_breakout_down | 53 | A, ABNB, ACN, ADBE, ADP, ADSK, ALNY, AMD, AMZN, ARKK, AXON, BABA, BKNG, BLK, CDNS, COIN, CRM, CSGP, DASH, DHR, EA, GLD, IBKR, IDXX, INSM, INTU, KLAC, LRCX, MNST, MSTR, MU, NKE, ORCL, ORLY, PANW, PLTR, PYPL, QCOM, QQQ, ROP, SNAP, SNOW, TEAM, TMO, TRI, TSLA, TTWO, UBER, UNH, VRSK, WDAY, XLK, XLY |
| 2026-02-09 | dual_breakout_up | 43 | AAPL, AIG, AVNS, BAC, BKR, C, CAT, CCEP, CHTR, CMCSA, COP, CSCO, CSX, CVX, DAL, DE, DUK, FANG, GILD, GLW, GM, JPM, KHC, KO, MA, MCD, PEP, PFE, PG, PM, REGN, SCHW, SPG, T, TMUS, UNP, USB, VZ, WFC, XLF, XLI, XLP, XOM |
| 2026-02-09 | dual_breakout_down | 49 | A, ACN, ADBE, ADP, ADSK, AMAT, AMD, AMZN, ARKK, AXON, BABA, BKNG, BLK, COIN, CPRT, CRM, CSGP, CVS, DASH, DHR, EA, GD, GLD, IBKR, INTU, KLAC, LRCX, MNST, MSTR, NKE, ORLY, PANW, PLTR, PYPL, QQQ, SBUX, SNAP, SNOW, SNPS, TMO, TRI, TSLA, TTWO, UBER, UNH, VRSK, WBD, WDAY, XLK |
| 2026-02-06 | dual_breakout_up | 33 | AAPL, ABBV, AVNS, BAC, C, CCEP, CHTR, CSCO, CSX, CVX, DE, DUK, FANG, GILD, GLW, KHC, KO, MA, MCD, META, PEP, PG, PM, REGN, SPG, T, TMUS, TXN, USB, VZ, WFC, XLP, XOM |
| 2026-02-06 | dual_breakout_down | 44 | A, ACN, ADP, AMAT, APP, ARKK, AXON, BA, BABA, BKNG, BLK, CEG, CMG, COIN, CRM, DHR, EA, GD, GLD, IBKR, INTC, INTU, KLAC, MCHP, MSTR, NXPI, PANW, PLTR, PYPL, QCOM, QQQ, SBUX, SNAP, SNOW, SNPS, TMO, TRI, TTWO, UBER, UNH, VRSK, WBD, WDAY, XLK |
| 2026-02-05 | dual_breakout_up | 32 | AAPL, ABBV, AVNS, CCEP, CHTR, CSCO, CSX, CVX, DE, FANG, FTNT, GILD, GLW, GOOG, GOOGL, KHC, KO, MCD, META, NOW, PEP, PFE, PG, PM, REGN, SPG, T, TMUS, USB, VZ, XLC, XOM |
| 2026-02-05 | dual_breakout_down | 45 | A, ACN, ADP, AMAT, APP, ARKK, AXON, BA, BABA, BLK, CEG, COIN, COST, CRM, DHR, DIS, DLTR, EA, GD, INTC, INTU, ISRG, IWM, KLAC, LRCX, NXPI, PANW, PLTR, PYPL, QCOM, ROST, RTX, SBUX, SNAP, SNOW, SNPS, TMO, TSM, UNH, VRSK, WBD, WDAY, XEL, XLRE, XLU |
| 2026-02-04 | dual_breakout_up | 33 | ABBV, AIG, AVNS, CCEP, CRWD, CSCO, CVX, DE, FANG, FTNT, GILD, GLW, GOOG, GOOGL, KO, MCD, MDB, MDT, META, MSFT, NOW, PEP, PFE, PG, SPG, T, TEAM, TMUS, USB, VRTX, VZ, XLC, XOM |
| 2026-02-04 | dual_breakout_down | 44 | A, ACN, ADP, AMAT, APP, ARKK, AXON, BA, BABA, BK, BLK, CEG, CMG, COIN, CTAS, DIS, DLTR, EA, GD, INTC, INTU, ISRG, IWM, LRCX, MAR, NXPI, PLTR, PYPL, QCOM, ROST, RTX, SNAP, SNOW, SNPS, TGT, TMO, TSM, UBER, UNH, WBD, WDAY, XEL, XLRE, XLU |
| Older dates summarized: 235 dates, 14861 signals. |
Run Metadata
- Run ID: 20260211-0257
- Timestamp: 2026-02-11T02:57:41.212176+00:00
- Date Range: 2025-02-10 → 2026-02-10
- Interval: day
- Intraday Mode: disabled
- Tickers: 206
Indicator Instances
| Indicator | Criteria | Settings |
|---|---|---|
| roc (roc_1) | crossover: roc crosses above/below 0 | roc_lookback=12 |
| roc_aggregate (roc_aggregate_1) | none | ma_long=20, ma_short=5, roc_change_lookbacks=[1, 3, 5], roc_lookbacks=[5, 10, 20] |
| qrs_consist_excess (qrs_consist_excess_1) | none | map1=7, map2=27, map3=56 |
| scl_ma2_qrs_ma1_breakout (scl_ma2_qrs_ma1_breakout_1) | none | cd_offset1=2, cd_offset2=3, lag1=2, lag2=3, lag3=4, lag4=5, lag5=11, ma_period1=5, ma_period2=11, map1=7, map2=27, map3=56, qrs_ma1_window=5, scl_ma2_window=12 |
- Duration (s): 24.110
- JSON Output: /Volumes/cdrive/repos/optionstrat/scan-reports/security_scan_20260211-0257.json
- Markdown Output: /Volumes/cdrive/repos/optionstrat/scan-reports/security_scan_20260211-0257.md
- HTML Output: /Volumes/cdrive/repos/optionstrat/scan-reports/security_scan_20260211-0257.html
- Storage Usage: scan_db=21.9MB | options_db=1.9MB | task_logs=0.0B | total=23.8MB